=+ (b) Suppose that the X ,, have the same distribution and P[X, # 0] > 0.
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(b) Suppose that the X ,, have the same distribution and P[X, # 0] > 0. Show that r is 1 or 0 according as log +|X | has finite mean or not.
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Related Book For
Probability And Measure Wiley Series In Probability And Mathematical Statistics
ISBN: 9788126517718
3rd Edition
Authors: Patrick Billingsley
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